State-dependent threshold smooth transition autoregressive models
Year of publication: |
2013
|
---|---|
Authors: | Dueker, Michael ; Psaradakis, Zacharias G. ; Sola, Martin ; Spagnolo, Fabio |
Published in: |
Oxford bulletin of economics and statistics. - Oxford [u.a.] : Wiley-Blackwell, ISSN 0305-9049, ZDB-ID 215159-5. - Vol. 75.2013, 6, p. 835-854
|
Subject: | Autokorrelation | Autocorrelation | Theorie | Theory | Nichtlineare Regression | Nonlinear regression | Zeitreihenanalyse | Time series analysis |
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